Company comparison
Value and financial strength
Further right means cheaper relative valuation. Further up means stronger financial measures.
Stronger price performanceMiddle price performanceWeaker price performance
Skip to factor research
Sharemaestro Factor Research Overview. This page compares published weekly company figures for valuation, financial strength, price performance, income and risk, with links to the supporting company records and data.
Structured data for this page is available at https://sharemaestro.com/factors/api/Weekly factor research · USD
Value, financial strength, price and risk.
Companies are compared on value, financial strength, price performance, income and risk. Open a result to see the figures behind it.
Current screens
Companies meeting combined tests
These counts are starting points, not recommendations. Each result links to the company figures and the rules it passed.
Change since the prior week
Scores moving most
A score change shows that a company’s relative position moved; it does not by itself explain why.
Improving
Valuation and distributions
What the market is paying
Valuation measures are compared with the selected market. A low multiple can be attractive, but it still needs support from the business and the price record.
Median P/E19.7×Positive ratios only
Median price to sales2.5×Current market value against revenue
Median free-cash-flow yield1.76%415 positive readings
Dividend payers358172 yield at least 3%
Relative value rank
Value scores across the market
Actual valuation
Price-to-earnings ratios
Six valuation measures
Valuation rank
Lower ranks are cheaper on the six-measure comparison.
Income and capital returned
What shareholders receive
- Median dividend yieldCompanies with a positive dividend2.78%
- Net share buyersBuyback yield above zero285
- Net share issuersBuyback yield below zero224
- Positive shareholder yieldDividends and net buybacks combined408
Business results and balance sheets
Financial strength
Profitability, margins, debt, cash conversion and earnings history are shown separately so a high overall score can be checked.
Median return on equity7.2%684 measured
Profitable companies416180 with non-positive net margins
Median debt to equity—0 above 2.0
Five-year earners0At least five consecutive measured years
Profitability distribution
Return on equity
Nine accounting checks
Piotroski F-Score
Supporting figures
Margins, cash and funding
- Median operating marginOperating profit relative to revenue11.4%
- Cash exceeds accounting earningsNegative accrual ratio528
- Internally fundedFunding needs met without external capital0
- Strong capital allocation scoreScore at least 700
Price record and variability
Price performance and risk
Price strength shows whether the market is confirming the company story. Volatility and drawdown show how difficult that path has been.
Positive 6-month returns57.4%Market breadth
Median 12-month return28.3%Completed weekly prices
Median 1-year volatility42.0%Annualised
Median maximum drawdown-28.5%Largest 12-month fall from a high
Completed 12-month return
Spread of company returns
Risk distribution
One-year volatility
Group comparison
How sectors compare
Sector figures are averages or medians of the companies measured in each group. Open an available group name for its full market structure page.
Relative scores
Value, financial strength and price performance
| Sector | Companies | Value | Financial strength | Price performance | Median P/E | Median ROE | Volatility |
|---|---|---|---|---|---|---|---|
| Basic Materials | 195 | 42.9% | 52.8% | 58.3% | 22.1 | -0.8% | 74.7% |
| Energy | 94 | 54.7% | 43.7% | 57.6% | 21.2 | 5.6% | 47.0% |
| Financial Services | 83 | 58.8% | 46.4% | 52.0% | 11.5 | 13.4% | 32.4% |
| Industrials | 62 | 37.5% | 43.3% | 55.2% | 30.7 | 10.3% | 41.9% |
| Consumer Cyclical | 50 | 60.3% | 56.8% | 36.3% | 19.8 | 10.0% | 35.6% |
| Real Estate | 50 | 56.0% | 42.9% | 32.2% | 13.3 | 4.3% | 27.7% |
| Healthcare | 45 | 48.4% | 44.8% | 43.7% | 17.5 | -9.5% | 77.1% |
| Technology | 39 | 34.4% | 56.2% | 34.6% | 51.1 | 6.5% | 63.1% |
| Consumer Defensive | 33 | 59.6% | 62.5% | 40.2% | 17.8 | 13.7% | 632.6% |
| Communication Services | 24 | 64.7% | 60.4% | 41.4% | 7.0 | 24.8% | 53.7% |
| Utilities | 18 | 40.7% | 37.2% | 39.4% | 36.1 | 3.5% | 25.2% |
More sector measures
These figures keep income, balance-sheet, return and drawdown differences visible without crowding the main comparison.
| Sector | Shareholder yield | Free-cash-flow yield | 12-month return | Debt to equity | F-Score | Maximum drawdown | Profitable |
|---|---|---|---|---|---|---|---|
| Basic Materials | -0.0% | -1.23% | 60.6% | — | 4.0 | -40.0% | 76 / 195 |
| Energy | 2.72% | 2.71% | 40.7% | — | 5.0 | -23.8% | 64 / 94 |
| Financial Services | 4.03% | 4.47% | 39.2% | — | 4.0 | -15.7% | 72 / 83 |
| Industrials | 1.82% | 1.86% | 46.0% | — | 6.0 | -20.9% | 51 / 62 |
| Consumer Cyclical | 3.28% | 4.96% | 12.0% | — | 6.0 | -22.0% | 45 / 50 |
| Real Estate | 5.45% | 3.04% | 14.4% | — | 5.0 | -12.1% | 33 / 50 |
| Healthcare | 0.0% | -2.9% | 9.7% | — | 4.0 | -40.3% | 11 / 45 |
| Technology | 1.14% | 2.13% | -13.3% | — | 5.0 | -43.4% | 20 / 39 |
| Consumer Defensive | 3.94% | 5.04% | 3.6% | — | 6.0 | -19.2% | 21 / 33 |
| Communication Services | 3.24% | 3.46% | 4.6% | — | 5.0 | -28.9% | 12 / 24 |
| Utilities | 3.11% | 0.19% | 13.4% | — | 5.0 | -14.7% | 11 / 18 |
Current market comparison
Which measures overlap?
Rank correlation shows whether two measures put companies in a similar order. A figure near zero means the rankings differ; a positive figure near one means they are largely repeating one another.
This is a cross-sectional comparison for the completed week. It describes overlap between current measures; it does not test future returns.
Rank correlation
Different and similar company rankings
Current range
How widely each raw measure varies
The display score normalises the 10th-to-90th percentile range so unlike units can be compared.
Most different rankings
- EBITDA relative to enterprise valuecompared with Six-month return-0.036
- Six-month returncompared with Financial strength0.036
- EBITDA relative to enterprise valuecompared with Volatility0.039
- Financial strengthcompared with Six-measure valuation rank0.043
- Piotroski F-Scorecompared with Six-measure valuation rank0.055
- Financial strengthcompared with Volatility0.057
Most similar rankings
- Six-measure valuation rankcompared with Value rank0.915
- EBITDA relative to enterprise valuecompared with Six-measure valuation rank0.757
- EBITDA relative to enterprise valuecompared with Value rank0.751
- Shareholder yieldcompared with Volatility0.642
- Piotroski F-Scorecompared with Financial strength0.457
- Shareholder yieldcompared with Six-measure valuation rank0.42
Coverage and definitions
How to use these comparisons
Every score is a relative comparison within the selected market and completed week. It is not a forecast or a target price.
Value
Compares what investors pay with sales, earnings, cash flow, assets and enterprise value. Further right on the chart means cheaper relative to the market.
Financial strength
Compares profitability, margins, balance-sheet strength, cash conversion, earnings stability and capital use.
Price performance
Compares completed returns over several periods, adjusted where appropriate for volatility and drawdown.
Market records693Selected scope
Scored records6930 without a complete combined score
Typical source age131Days at the snapshot date
High-confidence records518164 medium · 11 lower
Data handling
The weekly snapshot uses the latest accepted company and price records available for the completed week. Missing inputs reduce coverage and confidence; they are not filled with invented values.
Percentile scores rank companies against the current selected market. A score of 80 means the company ranks above roughly four-fifths of the measured market on that definition.
Important limits
Accounting periods differ by company and country. Reported figures may be revised. Sector economics differ, so a market-wide comparison should be checked against sector peers.
These results organise research. They do not include trading costs, taxes, liquidity constraints or an investor’s circumstances.
Company size
Records in each size group
Company size comparison